Anic Equity¶

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Total return since start: 0.714 %¶

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Equity now: -----------------------------> 52362.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48228.2 Kr¶

PnL: ---------------------------------------> -703.8 Kr¶

DD now: ---------------------------------> -1.427 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 17:01:26.070709'

Anic Portfolio¶

Today¶

Return: 0.552 %¶

This Week¶

Return: 0.089 %¶

Total portfolio value¶

Return including deposits: 71.421 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 6.860000 702.170000 63.170000 9.890000 638.999984
Xvivo Perfusion 3 0.340000 885.000000 40.000000 4.730000 845.000001
Sedana Medical 135 5.490000 4360.500000 29.500000 0.680000 4330.999935
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Vitrolife 3 1.820000 705.000000 28.000000 4.140000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.580000 685.230000 23.230000 3.510000 661.999988
Fortnox 10 1.540000 686.800000 18.800000 2.810000 668.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
Humana 40 3.380000 684.800000 10.800000 1.600000 674.000000
Addnode Group B 6 -0.080000 759.600000 7.600000 1.010000 751.999998
NCC B 7 0.050000 656.950000 2.950000 0.450000 653.999997
Latour B 2 -0.880000 448.000000 -1.000000 -0.220000 449.000000
Indutrade 5 -0.750000 1318.500000 -1.500000 -0.110000 1320.000000
SCA A 4 0.950000 593.600000 -5.400000 -0.900000 599.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Volati 5 -1.570000 564.000000 -10.000000 -1.740000 574.000000
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Sdiptech B 3 -1.890000 808.800000 -13.200000 -1.610000 822.000000
Profoto Holding 7 -1.930000 568.400000 -13.600000 -2.340000 581.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Investor B 3 -0.760000 643.800000 -14.200000 -2.160000 657.999999
Nolato B 12 -2.320000 632.400000 -15.600000 -2.410000 648.000000
Balco Group 39 2.710000 1848.600000 -26.400000 -1.410000 1874.999997
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 0.940000 2488.800000 -48.200000 -1.900000 2537.000032
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Investor A 16 -0.830000 3436.800000 -108.200000 -3.050000 3545.000000
New Wave B 40 0.060000 3762.400000 -153.600000 -3.920000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48228.200000 -703.800000 -1.42672% 48931.999868

Updated:¶

'2023-06-14 17:01:43.791724'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶